TOPIX Small Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.22% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0736 | 33.39 | |
| 0.1590 | 40.95 | |
| 0.7923 | 198.67 |
Estimation Period:
Jan 4, 1993 to Dec 30, 2025
Jan 4, 1993 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices